+42.8%
XLP vs ARWR
-40.7%
+83.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -15.3% | +16.2% | +1.5% |
| 7D | +0.1% | -17.3% | +17.4% | +0.7% |
| 30D | +8.9% | -21.5% | +30.5% | +9.9% |
| 3M | +7.5% | -43.8% | +51.3% | +9.7% |
| 6M | +9.4% | -32.3% | +41.7% | +10.7% |
| YTD | +19.3% | -25.8% | +45.1% | +19.9% |
| 1Y | +21.7% | +25.5% | -3.8% | +19.2% |
| 3Y | +44.0% | +84.1% | -40.2% | +34.7% |
| 5Y | +42.8% | -39.2% | +82.0% | +33.2% |
| All | +42.8% | -40.7% | +83.5% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling